-46.3%
ASTS vs APLD
-48.0%
+1.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +7.5% | +6.6% | +10.0% |
| 7D | +1.5% | +3.1% | -1.5% | +0.2% |
| 30D | -27.6% | -29.4% | +1.8% | -13.3% |
| 3M | -48.7% | -42.8% | -5.9% | -32.3% |
| 6M | -50.8% | -59.5% | +8.6% | -24.6% |
| YTD | -49.2% | -31.8% | -17.4% | -47.8% |
| All | -46.3% | -48.0% | +1.7% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APLD.
Daily Out/Under-Performance
Portfolio return minus APLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded APLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling